Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,15% | 10,38 CHF | 10,39 CHF | 63 000 | 63 000 | 27 534 | 27 534 | 290 864 CHF | 291 225 CHF | 99,87% | 99,87% |
15/07/2024 | 0,14% | 11,00 CHF | 11,01 CHF | 61 000 | 61 000 | 27 194 | 27 194 | 298 508 CHF | 298 865 CHF | 99,97% | 99,97% |
12/07/2024 | 0,14% | 11,27 CHF | 11,28 CHF | 60 000 | 60 000 | 27 077 | 27 077 | 296 165 CHF | 296 521 CHF | 100,00% | 100,00% |
11/07/2024 | 0,14% | 10,91 CHF | 10,92 CHF | 61 000 | 61 000 | 26 907 | 26 907 | 296 763 CHF | 297 118 CHF | 99,93% | 99,93% |
10/07/2024 | 0,15% | 11,00 CHF | 11,01 CHF | 61 000 | 61 000 | 27 182 | 27 182 | 293 831 CHF | 294 189 CHF | 99,94% | 99,94% |
09/07/2024 | 0,15% | 10,49 CHF | 10,50 CHF | 63 000 | 63 000 | 27 673 | 27 673 | 293 114 CHF | 293 477 CHF | 99,74% | 99,74% |
08/07/2024 | 0,15% | 10,25 CHF | 10,26 CHF | 64 000 | 64 000 | 28 125 | 28 125 | 287 926 CHF | 288 295 CHF | 100,00% | 100,00% |
05/07/2024 | 0,16% | 9,98 CHF | 9,99 CHF | 65 000 | 65 000 | 29 192 | 29 192 | 280 358 CHF | 280 742 CHF | 99,37% | 99,37% |
04/07/2024 | 0,16% | 9,30 CHF | 9,31 CHF | 24 000 | 24 000 | 20 318 | 20 318 | 190 471 CHF | 190 763 CHF | 97,60% | 97,60% |
03/07/2024 | 0,17% | 9,36 CHF | 9,37 CHF | 68 000 | 68 000 | 29 584 | 29 584 | 276 882 CHF | 277 270 CHF | 98,82% | 98,82% |